This course will bring together operational risk professionals from across the region and provide an unmatched opportunity to learn about and discuss a wide diversity of operational hazards and the eâ¦

This training course will provide attendees with an in-depth understanding of the intricacies of IRRBB management, focusing on the different metrics involved and examining best practice approaches toâ¦

Energy Risk Asia Awards 2019 submissions are now open! Submission period ends on 30 August 2019. The Energy Risk Asia Awards recognises excellence across Asian commodities market as well as providingâ¦

Being recognised at the Hedge Funds Review European Performance Awards 2019 is the high point of any single manager or fund of hedge fund operating in Europe. The awards are recognised as the most prâ¦

Risk.net partnered with specialists NICE Actimize to survey senior financial crime executives in banks and other financial services firms to assess the efficiency of current resources, processes and â¦

This white paper aims to understand whether and how banks are approaching the assessment of their Credit Spread Risk in the Banking Book (CSRBB), and to identify best practices in preparation for comâ¦

How collateral scarcity reshaped the US yield curve

We all have been taught that short-term policy rates drive the whole yield curve – specifically, that market expectations about the future path of the overnight federal funds rate are reflected in 10-year yields and beyond.

In recent years, that transmission mechanism has broken down, with policy rate hikes not percolating to the long end of the yield curve. Since the US Federal Reserve’s liftoff in December 2015 from zero to 2.5%, the 10-year Treasury yield actually declined from 2.30% to 2.06